Alexander M. G. Cox

Local martingales, bubbles and option prices

Alexander M. G. Cox, David Hobson · Finance and Stochastics · 2005 · 253 citations

Economics, Option Pricing, Local Martingales +3

Robust pricing and hedging of double no-touch options

Alexander M. G. Cox, Jan Obłój · Finance and Stochastics · 2011 · 143 citations

Mathematical Programming, Option Pricing, Dynamic Pricing +6

Optimal transport and Skorokhod embedding

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann · Inventiones mathematicae · 2016 · 122 citations · Full text

Robust Hedging of Double Touch Barrier Options

Alexander M. G. Cox · SIAM Journal on Financial Mathematics · 2011 · 82 citations

Mathematical Programming, Robust Hedging, Option Pricing +15

Skorokhod embeddings, minimality and non-centred target distributions

Alexander M. G. Cox, David Hobson · Probability Theory and Related Fields · 2005 · 46 citations · Full text

Skorokhod Embeddings, Density Estimation, Engineering +5